-63.2%
W vs PSLV
+154.2%
-217.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.0% |
| 7D | -0.9% | -3.5% | +2.6% | +0.3% |
| 30D | -4.2% | -2.1% | -2.1% | -3.6% |
| 3M | +26.9% | -1.6% | +28.5% | +26.8% |
| 6M | +31.2% | -25.5% | +56.7% | +42.9% |
| YTD | -1.8% | -11.4% | +9.6% | -8.3% |
| 1Y | +9.3% | +48.6% | -39.3% | -23.4% |
| 3Y | +33.2% | +166.9% | -133.7% | -33.6% |
| All | -63.2% | +154.2% | -217.5% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling